PIMCOFUNDS > PIMCO Funds
PIMCO RAE Worldwide Long/Short PLUS Fund
$619.36M
Avg Monthly Net Assets
$782.26M
Total Assets
$265.56M
Total Liabilities
$516.71M
Net Assets
PIMCO RAE Worldwide Long/Short PLUS Fund is a Fund of Funds in PIMCO Funds
from PIMCOFUNDS,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $619.36M.
On August 28th, 2024 it reported 859 holdings, the largest
being PIMCO FUNDS (5.5%), UMBS PASS THRU POOLS (5.5%) and UMBS PASS THRU POOLS (5.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000148264 | PWLBX | |
| Class C | C000148265 | PWLEX | |
| Class I-2 | C000213842 | PWLMX | |
| Institutional | C000148267 | PWLIX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 317U4WEA1 PIMCO SWAPTION 4.75 PUT USD 20250113 | Derivative-interest rate | US | $51K | – | 0.01 | |
| 317U4X9A5 PIMCO SWAPTION 5.0 PUT USD 20241017 | Derivative-interest rate | US | $23K | – | 0.00 | |
| 317U4XOA8 PIMCO SWAPTION 5.0 PUT USD 20240717 | Derivative-interest rate | US | $19K | – | 0.00 | |
| 317U5XSA3 PIMCO SWAPTION 4.35 PUT USD 20240708 | Derivative-interest rate | US | $-19.68 | – | -0.00 | |
| 317U5XTA2 PIMCO SWAPTION 3.8 CALL USD 20240708 | Derivative-interest rate | US | $-517.88 | – | -0.00 | |
| 317U61MA8 PIMCO SWAPTION 4.265 PUT USD 2024072 | Derivative-interest rate | US | $-227.32 | – | -0.00 | |
| 317U61NA7 PIMCO SWAPTION 3.765 CALL USD 202407 | Derivative-interest rate | US | $-626.68 | – | -0.00 | |
| 317U64VA2 PIMCO SWAPTION 4.41 PUT USD 20240628 | Derivative-interest rate | US | $-0.04 | – | – | |
| 317U64WA1 PIMCO SWAPTION 4.06 CALL USD 2024062 | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U65EA8 PIMCO SWAPTION 3.03 PUT EUR 20240628 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65FA7 PIMCO SWAPTION 2.76 CALL EUR 2024062 | Derivative-interest rate | US | $-0.02 | – | – | |
| 317U65KA1 PIMCO SWAPTION 4.344 PUT USD 2024062 | Derivative-interest rate | US | $-0.05 | – | – | |
| 317U65LA0 PIMCO SWAPTION 3.994 CALL USD 202406 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U65XA7 PIMCO SWAPTION 4.15 PUT GBP 20240703 | Derivative-interest rate | US | $-8.77 | – | -0.00 | |
| 317U65YA6 PIMCO SWAPTION 3.8 CALL GBP 20240703 | Derivative-interest rate | US | $-247.41 | – | -0.00 | |
| 317U66HA3 PIMCO SWAPTION 2.7 CALL EUR 20240704 | Derivative-interest rate | US | $-80.28 | – | -0.00 | |
| 317U66IA2 PIMCO SWAPTION 3.0 PUT EUR 20240704 | Derivative-interest rate | US | $-107.31 | – | -0.00 | |
| 317U66KA9 PIMCO SWAPTION 3.8 CALL USD 20240705 | Derivative-interest rate | US | $-288.48 | – | -0.00 | |
| 317U66LA8 PIMCO SWAPTION 4.15 PUT USD 20240705 | Derivative-interest rate | US | $-142.56 | – | -0.00 | |
| 317U67AA8 PIMCO SWAPTION 3.7 CALL GBP 20240705 | Derivative-interest rate | US | $-123.83 | – | -0.00 | |
| 317U67BA7 PIMCO SWAPTION 4.07 PUT GBP 20240705 | Derivative-interest rate | US | $-113.49 | – | -0.00 | |
| 317U67EA4 PIMCO SWAPTION 4.25 PUT USD 20240705 | Derivative-interest rate | US | $-237.02 | – | -0.00 | |
| 317U67FA3 PIMCO SWAPTION 3.85 CALL USD 2024070 | Derivative-interest rate | US | $-231.28 | – | -0.00 | |
| 317U69VA1 PIMCO SWAPTION 4.235 PUT USD 2024071 | Derivative-interest rate | US | $-295.14 | – | -0.00 | |
| 317U69WA0 PIMCO SWAPTION 3.885 CALL USD 202407 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6AHA4 PIMCO SWAPTION 2.82 CALL EUR 2024071 | Derivative-interest rate | US | $-940.85 | – | -0.00 | |
| 317U6AIA3 PIMCO SWAPTION 3.12 PUT EUR 20240711 | Derivative-interest rate | US | $-108.47 | – | -0.00 | |
| 317U6AJA2 PIMCO SWAPTION 4.23 PUT USD 20240708 | Derivative-interest rate | US | $-153.72 | – | -0.00 | |
| 317U6AKA0 PIMCO SWAPTION 3.88 CALL USD 2024070 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BBA8 PIMCO SWAPTION 2.74 CALL EUR 2024071 | Derivative-interest rate | US | $-853.98 | – | -0.00 | |
| 317U6BCA7 PIMCO SWAPTION 3.04 PUT EUR 20240715 | Derivative-interest rate | US | $-449.61 | – | -0.00 | |
| 317U6BUA7 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-135.75 | – | -0.00 | |
| 317U6BVA6 PIMCO SWAPTION 2.88 PUT EUR 20240715 | Derivative-interest rate | US | $-802.57 | – | -0.00 | |
| 317U6BWA5 PIMCO SWAPTION 3.586 CALL USD 202407 | Derivative-interest rate | US | $-234.84 | – | -0.00 | |
| 317U6BXA4 PIMCO SWAPTION 3.986 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6BYA3 PIMCO SWAPTION 3.689 CALL USD 202407 | Derivative-interest rate | US | $-359.44 | – | -0.00 | |
| 317U6BZA2 PIMCO SWAPTION 4.139 PUT USD 2024071 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C2A6 PIMCO SWAPTION 2.61 CALL EUR 2024071 | Derivative-interest rate | US | $-49.3 | – | -0.00 | |
| 317U6C3A5 PIMCO SWAPTION 2.94 PUT EUR 20240715 | Derivative-interest rate | US | $-176.29 | – | -0.00 | |
| 317U6C6A2 PIMCO SWAPTION 4.0 PUT USD 20240724 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6C7A1 PIMCO SWAPTION 3.54 CALL USD 2024072 | Derivative-interest rate | US | $-280.11 | – | -0.00 | |
| 317U6CKA6 PIMCO SWAPTION 2.63 CALL EUR 2024071 | Derivative-interest rate | US | $-420.18 | – | -0.00 | |
| 317U6CLA5 PIMCO SWAPTION 2.97 PUT EUR 20240717 | Derivative-interest rate | US | $-917.85 | – | -0.00 | |
| 317U6D4A2 PIMCO SWAPTION 2.55 CALL EUR 2024071 | Derivative-interest rate | US | $-93.11 | – | -0.00 | |
| 317U6D5A1 PIMCO SWAPTION 2.89 PUT EUR 20240718 | Derivative-interest rate | US | $-423.24 | – | -0.00 | |
| 317U6D8A8 PIMCO SWAPTION 3.978 PUT USD 2024071 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6D9A7 PIMCO SWAPTION 3.628 CALL USD 202407 | Derivative-interest rate | US | $-914.48 | – | -0.00 | |
| 317U6DAA5 PIMCO SWAPTION 4.03 PUT USD 20240722 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DBA4 PIMCO SWAPTION 3.68 CALL USD 2024072 | Derivative-interest rate | US | $-752.92 | – | -0.00 | |
| 317U6DCA3 PIMCO SWAPTION 4.025 PUT USD 2024072 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DDA2 PIMCO SWAPTION 3.675 CALL USD 202407 | Derivative-interest rate | US | $-730.12 | – | -0.00 | |
| 317U6DXA0 PIMCO SWAPTION 2.63 CALL EUR 2024072 | Derivative-interest rate | US | $-532.05 | – | -0.00 | |
| 317U6DYA9 PIMCO SWAPTION 2.94 PUT EUR 20240722 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DZA8 PIMCO SWAPTION 3.99 PUT USD 20240723 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E0A4 PIMCO SWAPTION 3.64 CALL USD 2024072 | Derivative-interest rate | US | $-317.28 | – | -0.00 | |
| 317U6E5A9 PIMCO SWAPTION 3.648 CALL USD 202407 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6E6A8 PIMCO SWAPTION 3.998 PUT USD 2024072 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 | Derivative-interest rate | US | $-316.57 | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 | Derivative-interest rate | US | $-933.93 | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 | Derivative-interest rate | US | $-995.72 | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 | Derivative-interest rate | US | $-573.74 | – | -0.00 | |
| 317U6FJA1 PIMCO SWAPTION 4.04 PUT USD 20240729 | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FKA9 PIMCO SWAPTION 3.69 CALL USD 2024072 | Derivative-interest rate | US | $-813.39 | – | -0.00 | |
| 317U6FNA6 PIMCO SWAPTION 4.09 PUT USD 20240729 | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6FOA5 PIMCO SWAPTION 3.63 CALL USD 2024072 | Derivative-interest rate | US | $-587.67 | – | -0.00 | |
| 3M CO COMMON STOCK USD.01 (3M COMPANY) | Long | Equity-common | US | $487K | 5K | 0.09 |
| AAPL US TRS EQUITY FEDL01+75 BOA | Derivative-equity | US | $-975K | – | -0.19 | |
| ABX.HE.AAA.06-2 SP BOA | Derivative-credit | US | $-134K | – | -0.03 | |
| ABX.HE.AAA.06-2 SP BRC | Derivative-credit | US | $-236K | – | -0.05 | |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 10 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-10) | Long | ABS-mortgage backed security | US | $722K | – | 0.14 |
| ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1 (ADJUSTABLE RATE MORTAGE TRUST 2005-5) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| AERCAP IRELAND CAP/GLOBA COMPANY GUAR 08/24 2.875 (AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST) | Long | Debt | IE | $697K | – | 0.13 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $2M | – | 0.30 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $598K | – | 0.12 |
| ALIMENTATION COUCHE TARD INC 07/24 ZCP (ALIMENTATION COUCHE-TARD INC) | Long | Debt | CA | $399K | – | 0.08 |
| ALLY FINANCIAL INC SR UNSECURED 05/25 5.8 | Long | Debt | US | $200K | – | 0.04 |
| AMAZON.COM INC COMMON STOCK USD.01 (AMAZONCOM INC) | Long | Equity-common | US | $922K | 5K | 0.18 |
| AMERICAN EXPRESS CO COMMON STOCK USD.2 (AMERICAN EXPRESS COMPANY) | Long | Equity-common | US | $1M | 5K | 0.21 |
| AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-1) | Long | ABS-mortgage backed security | US | $2M | – | 0.31 |
| AMERICAN HOME MORTGAGE INVESTM AHM 2007 2 13A1 (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-2) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| AMERICAN HONDA FINANCE SR UNSECURED 02/25 VAR (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.35 |
| AMERICAN HONDA FINANCE SR UNSECURED 05/25 5 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $1M | – | 0.21 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)) | Long | Debt | US | $2M | – | 0.30 |
| AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2023 2 A2 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $2M | – | 0.41 |
| AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4 (AMERIQUEST MTGE SECURITIES INC 2005-R4) | Long | ABS-mortgage backed security | US | $4M | – | 0.84 |
| AMGEN INC COMMON STOCK USD.0001 | Long | Equity-common | US | $1M | 5K | 0.29 |
| APPLE INC COMMON STOCK USD.00001 | Long | Equity-common | US | $13M | 61K | 2.47 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 AS 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL2 B 144A (ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| ARGENT SECURITIES INC. ARSI 2006 M2 A2B (ARGENT SECURITIES INC 2006-M2) | Long | ABS-mortgage backed security | US | $209K | – | 0.04 |
| ARGENT SECURITIES INC. ARSI 2006 W5 A2D (ARGENT SECURITIES TRUST 2006-W5) | Long | ABS-mortgage backed security | US | $543K | – | 0.11 |
| ASSET BACKED FUNDING CERTIFICA ABFC 2005 HE1 M3 (ASSET BACKED FUNDING CERT 2005-HE1) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| AT&T INC SNR S* ICE | Derivative-credit | US | $8K | – | 0.00 | |
| AT&T INC SNR S* ICE | Derivative-credit | US | $3K | – | 0.00 | |
| ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62 | Long | Debt | US | $2M | – | 0.31 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 2A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LL) | Long | ABS-other | US | $150K | – | 0.03 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A) | Long | ABS-other | US | $3M | – | 0.64 |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A (AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC) | Long | ABS-other | US | $1M | – | 0.25 |
| AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 (AVOLON HOLDINGS FUNDING LIMITED) | Long | Debt | KY | $510K | – | 0.10 |
| AVON FINANCE AVON 4A A 144A (AVON FINANCE 4A) | Long | ABS-mortgage backed security | GB | $3M | – | 0.53 |
| BACARDI LTD COMPANY GUAR 144A 07/26 2.75 (BACARDI LIMITED) | Long | Debt | BM | $95K | – | 0.02 |
| BACARDI MARTINI B V (BACARDI-MARTINI BV) | Long | Debt | US | $250K | – | 0.05 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2004 A 1A3 (BANC OF AMERICA FUNDING CORP 2004-A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BANC OF AMERICA FUNDING CORPOR BAFC 2007 B A1 (BANC OF AMERICA FUNDING CORP 2007-B) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| BANC OF AMERICA MERRILL LYNCH BAMLL 2020 BOC B 144A (BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2020-BOC) | Long | ABS-mortgage backed security | US | $561K | – | 0.11 |
| BANK OF AMERICA AUTO TRUST BAAT 2023 1A A2 144A (BANK OF AMERICA AUTO TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.27 |
| BANK OF AMERICA CORP SR UNSECURED 02/30 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.27 |
| BANK OF AMERICA CORP SR UNSECURED 04/26 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $805K | – | 0.16 |
| BANK OF AMERICA CORP SR UNSECURED 09/27 VAR (BANK OF AMERICA CORPORATION) | Long | Debt | US | $1M | – | 0.20 |
| BANK OF AMERICA CREDIT CARD TR BACCT 2023 A1 A1 (BANK OF AMERICA CREDIT CARD TRUST 2023-A1) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| BANK OF AMERICA NA SR UNSECURED 08/25 VAR | Long | Debt | US | $1M | – | 0.19 |
| BANK OF NOVA SCOTIA SR UNSECURED 08/29 5.45 (THE BANK OF NOVA SCOTIA) | Long | Debt | CA | $2M | – | 0.31 |
| BARCLAYS PLC SR UNSECURED 03/30 VAR | Long | Debt | GB | $201K | – | 0.04 |
| BARCLAYS PLC SR UNSECURED 05/29 VAR | Long | Debt | GB | $783K | – | 0.15 |
| BARCLAYS PLC SR UNSECURED 11/33 VAR | Long | Debt | GB | $660K | – | 0.13 |
| BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375 | Long | Debt | US | $190K | – | 0.04 |
| BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5 | Long | Debt | US | $205K | – | 0.04 |
| BCAP LLC TRUST BCAP 2011 RR4 7A1 144A (BCAP LLC TRUST 2011-RR4) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2002 11 1A1 (BEAR STEARNS ARM TRUST 2002-11) | Long | ABS-mortgage backed security | US | $162.44 | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 5A1 (BEAR STEARNS ARM 2003-1) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 2 A5 144A (BEAR STEARNS ADJ RATE MTGE TR 2003-2) | Long | ABS-mortgage backed security | US | $235K | – | 0.05 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 6 2A1 (BEAR STEARNS ADJ RATE MTGE TR 2003-6) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 9 2A1 (BEAR STEARNS ADJ RATE MTGE 2003-9) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1 (BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 3 1A2 (BEAR STEARNS ARM TR 2004-3) | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1 (BEAR STEARNS ALT-A TRUST 2005-10) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1 (BEAR STEARNS ALT-A TRUST 2005-4) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A (BGCLO 19A) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.54 |
| BLACK DIAMOND CLO LTD BLACK 2019 1A A1R 144A (BLACK DIAMOND CLO 2019-1 DAC 19-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.38 |
| BOEING CO SR UNSECURED 02/26 2.196 (BOEING CO/THE) | Long | Debt | US | $94K | – | 0.02 |
| BOEING CO/THE COMMON STOCK USD5.0 | Long | Equity-common | US | $868K | 5K | 0.17 |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| BOUGHT AUD SOLD USD 20240702 | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-1K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-9K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-21K | – | -0.00 | |
| BOUGHT BRL SOLD USD 20240702 | Derivative-foreign exchange | BR | $-93K | – | -0.02 | |
| BOUGHT BRL SOLD USD 20240802 | Derivative-foreign exchange | BR | $-304K | – | -0.06 | |
| BOUGHT BRL SOLD USD 20240904 | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| BOUGHT CAD SOLD USD 20240702 | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-31.48 | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-5K | – | -0.00 | |
| BOUGHT CHF SOLD USD 20240702 | Derivative-foreign exchange | CH | $-49K | – | -0.01 | |
| BOUGHT CLP SOLD USD 20240711 | Derivative-foreign exchange | CL | $-6K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-527.59 | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-2K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-4K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| BOUGHT CNH SOLD USD 20241025 | Derivative-foreign exchange | CN | $-11K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-1K | – | -0.00 | |
| BOUGHT CNY SOLD USD 20240705 | Derivative-foreign exchange | CN | $-65K | – | -0.01 | |
| BOUGHT CNY SOLD USD 20240806 | Derivative-foreign exchange | CN | $-332.94 | – | -0.00 | |
| BOUGHT CZK SOLD USD 20240719 | Derivative-foreign exchange | CZ | $-2K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-12K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240702 | Derivative-foreign exchange | DK | $-15K | – | -0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $2K | – | 0.00 | |
| BOUGHT DKK SOLD USD 20240802 | Derivative-foreign exchange | DK | $914.75 | – | 0.00 | |
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-18K | – | -0.00 | ||
| BOUGHT EUR SOLD USD 20240702 | Derivative-foreign exchange | $-32K | – | -0.01 | ||
| BOUGHT EUR SOLD USD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| BOUGHT GBP SOLD USD 20240702 | Derivative-foreign exchange | GB | $-142K | – | -0.03 | |
| BOUGHT HUF SOLD USD 20240719 | Derivative-foreign exchange | HU | $2K | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $139.85 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240722 | Derivative-foreign exchange | ID | $131.11 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $269.6 | – | 0.00 | |
| BOUGHT IDR SOLD USD 20240726 | Derivative-foreign exchange | ID | $-4K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-2K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240718 | Derivative-foreign exchange | IL | $-5K | – | -0.00 | |
| BOUGHT ILS SOLD USD 20240719 | Derivative-foreign exchange | IL | $-3K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $6K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $914.02 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $883.91 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $501.69 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $427 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $359.58 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $174.13 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $68.75 | – | 0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-797.41 | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| BOUGHT INR SOLD USD 20240924 | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-14K | – | -0.00 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-27K | – | -0.01 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-79K | – | -0.02 | |
| BOUGHT JPY SOLD USD 20240702 | Derivative-foreign exchange | JP | $-373K | – | -0.07 | |
| BOUGHT JPY SOLD USD 20240802 | Derivative-foreign exchange | JP | $-414.33 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240708 | Derivative-foreign exchange | KR | $-197.48 | – | -0.00 | |
| BOUGHT KRW SOLD USD 20240722 | Derivative-foreign exchange | KR | $-141.84 | – | -0.00 | |
| BOUGHT MXN SOLD USD 20240918 | Derivative-foreign exchange | MX | $-86K | – | -0.02 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $147.09 | – | 0.00 | |
| BOUGHT MYR SOLD USD 20240717 | Derivative-foreign exchange | MY | $-2K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240702 | Derivative-foreign exchange | NO | $-3K | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-55.06 | – | -0.00 | |
| BOUGHT NOK SOLD USD 20240802 | Derivative-foreign exchange | NO | $-303.28 | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240702 | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| BOUGHT NZD SOLD USD 20240802 | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| BOUGHT PHP SOLD USD 20240920 | Derivative-foreign exchange | PH | $848.64 | – | 0.00 | |
| BOUGHT PHP SOLD USD 20240920 | Derivative-foreign exchange | PH | $843.88 | – | 0.00 | |
| BOUGHT PHP SOLD USD 20240920 | Derivative-foreign exchange | PH | $335.28 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $5K | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $4.1 | – | 0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-298.8 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-745.82 | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-9K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-12K | – | -0.00 | |
| BOUGHT PLN SOLD USD 20240722 | Derivative-foreign exchange | PL | $-26K | – | -0.01 | |
| BOUGHT SEK SOLD USD 20240702 | Derivative-foreign exchange | SE | $8K | – | 0.00 | |
| BOUGHT SEK SOLD USD 20240802 | Derivative-foreign exchange | SE | $-16K | – | -0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $1K | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $29.21 | – | 0.00 | |
| BOUGHT SGD SOLD USD 20240702 | Derivative-foreign exchange | SG | $-3K | – | -0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $347.84 | – | 0.00 | |
| BOUGHT THB SOLD USD 20240719 | Derivative-foreign exchange | TH | $156.47 | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240722 | Derivative-foreign exchange | TR | $12K | – | 0.00 | |
| BOUGHT TRY SOLD USD 20240910 | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| BOUGHT TWD SOLD USD 20240913 | Derivative-foreign exchange | TW | $-2K | – | -0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $47K | – | 0.01 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $10K | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $602.87 | – | 0.00 | |
| BOUGHT ZAR SOLD USD 20240719 | Derivative-foreign exchange | ZA | $61.67 | – | 0.00 | |
| BRITISH TELECOMMUNICATIONS PL SNR SE ICE | Derivative-credit | GB | $5K | – | 0.00 | |
| BX TRUST BX 2022 FOX2 A2 144A (BX TRUST 2022-FOX2) | Long | ABS-mortgage backed security | US | $943K | – | 0.18 |
| CAIRN CLO BV CRNCL 2018 10A AR 144A (CAIRN CLO X BV 18-10A) | Long | ABS-collateralized bond/debt obligation | IE | $906K | – | 0.18 |
| CAMPBELL SOUP CO. (CAMPBELL SOUP COMPANY) | Long | Debt | US | $1M | – | 0.20 |
| CAPITAL ONE PRIME AUTO RECEIVA COPAR 2022 2 A2B (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2) | Long | ABS-other | US | $45K | – | 0.01 |
| CARLYLE EURO CLO CGMSE 2019 2A A1R 144A (CARLYLE EURO CLO 2019-2 DAC 19-2A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.48 |
| CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A (CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.26 |
| CARMAX AUTO OWNER TRUST CARMX 2022 4 A2B (CARMAX AUTO OWNER TRUST 2022-4) | Long | ABS-other | US | $194K | – | 0.04 |
| CARRINGTON MORTGAGE LOAN TRUST CARR 2007 FRE1 A3 (CARRINGTON MTGE LOAN TRUST 2007-FRE1) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2019 3A E 144A (CARVANA AUTO RECEIVABLES TRUST 2019-3A) | Long | ABS-other | US | $375K | – | 0.07 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 N3 A 144A (CARVANA AUTO RECEIVABLES TRUST 2023-N3) | Long | ABS-other | US | $775K | – | 0.15 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A2 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $201K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $998K | – | 0.19 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A (CARVANA AUTO RECEIVABLES TRUST 2023-P2) | Long | ABS-other | US | $601K | – | 0.12 |
| CATERPILLAR INC COMMON STOCK USD1.0 (CATERPILLAR INCORPORATED) | Long | Equity-common | US | $2M | 5K | 0.31 |
| CDX HY41 5Y ICE | Derivative-credit | US | $142K | – | 0.03 | |
| CDX HY42 5Y ICE | Derivative-credit | US | $275K | – | 0.05 | |
| CDX IG41 5Y ICE | Derivative-credit | US | $94K | – | 0.02 | |
| CDX IG42 5Y ICE | Derivative-credit | US | $1M | – | 0.23 | |
| CHASE ISSUANCE TRUST CHAIT 2024 A2 A (CHASE ISSUANCE TRUST 2024-A2) | Long | ABS-mortgage backed security | US | $3M | – | 0.58 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL2 A1 144A (CHASE HOME LENDING MORTGAGE TRUST 2023-RPL2) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7 (CHENIERE CORPUS CHRISTI HOLDINGS LLC) | Long | Debt | US | $647K | – | 0.13 |
| CHEVRON CORP COMMON STOCK USD.75 (CHEVRON CORPORATION) | Long | Equity-common | US | $746K | 5K | 0.14 |
| CIM TRUST CIM 2023 I2 A1 144A (CIM TRUST 2023-I2) | Long | ABS-mortgage backed security | US | $606K | – | 0.12 |
| CIM TRUST CIM 2023 R4 A1 144A (CIM TRUST 2023-R4) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| CISCO SYSTEMS INC COMMON STOCK USD.001 | Long | Equity-common | US | $227K | 5K | 0.04 |
| CITIBANK NA SR UNSECURED 12/26 5.488 | Long | Debt | US | $704K | – | 0.14 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3 (CITIGROUP MTGE LOAN TRUST INC 2005-6) | Long | ABS-mortgage backed security | US | $359.67 | – | 0.00 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 NC2 A2B (CITIGROUP MTGE LOAN TR INC 2006-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.46 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B (CITIGROUP MTGE LOAN TR INC 2007-AMC1) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 A A1 144A (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $851K | – | 0.16 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A2A 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $499K | – | 0.10 |
| CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A (CITIZENS AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $299K | – | 0.06 |
| COCA COLA CO/THE COMMON STOCK USD.25 (COCA COLA COMPANY) | Long | Equity-common | US | $304K | 5K | 0.06 |
| COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A (COLLEGE AVE STUDENT LOANS LLC 2023-A) | Long | ABS-other | US | $3M | – | 0.59 |
| COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A (COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR) | Long | ABS-mortgage backed security | US | $3M | – | 0.60 |
| CONSTELLATION ENERGY GENERATIO 07/24 ZCP (CONSTELLATION ENERGY GENERATION LLC) | Long | Debt | US | $499K | – | 0.10 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 53T2 2A2 (COUNTRYWIDE ALTERNATIVE LN TR 2005-53T2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 5A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-56) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58) | Long | ABS-mortgage backed security | US | $334K | – | 0.06 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1 (COUNTRYWIDE ALTERNATIVE LN TR 2005-62) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 69 A1 (COUNTRYWIDE ALTERNATIVE LN TRUST 2005-69) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 24CB A7 (COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-24CB) | Long | ABS-mortgage backed security | US | $643K | – | 0.12 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 1A2 (COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB) | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A (COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 2 M1 (COUNTRYWIDE ASSET-BACKED CERTS 2006-2) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4 (COUNTRYWIDE ASSET-BACKED CERT 2006-8) | Long | ABS-mortgage backed security | US | $4M | – | 0.79 |
| COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH1 A1 144A (COUNTRYWIDE ASSET BACKED CERT 2007-QH1) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| COUNTRYWIDE HOME LOANS CWHL 2004 29 2A1 (COUNTRYWIDE HOME LOANS 2004-29) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 (COUNTRYWIDE HOME LOANS 2007-HY4) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CPS AUTO TRUST CPS 2024 A A 144A (CPS AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $441K | – | 0.09 |
| CRB SECURITIZATION TRUST CRB 2023 1 A 144A (CRB SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.21 |
| CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2019 RP10 A1 144A (CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-RP10) | Long | ABS-mortgage backed security | US | $502K | – | 0.10 |
| CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL3 A1 144A (CSMC 2021-RPL3 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| CROSS MORTGAGE TRUST CROSS 2023 H1 A1 144A (CROSS 2023-H1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| CROWN CASTLE (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $348K | – | 0.07 |
| CROWN CASTLE 08/24 ZCP (CROWN CASTLE INTERNATIONAL CORP (CCI)) | Long | Debt | US | $895K | – | 0.17 |
| CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $113K | – | 0.02 |
| CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $105K | – | 0.02 |
| CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG (CREDIT SUISSE GROUP AG) | Long | Debt | US | $96K | – | 0.02 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 | Long | Debt | US | $390K | – | 0.08 |
| DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375 | Long | Debt | US | $460K | – | 0.09 |
| DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9 (DELL INTERNATIONAL LLC / EMC CORP) | Long | Debt | US | $99K | – | 0.02 |
| DEUTSCHE ALT A SECURITIES INC DBALT 2007 3 2A1 (DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2007-3) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| DEUTSCHE BANK AG REGS 09/26 VAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Long | Debt | DE | $416K | – | 0.08 |
| DEUTSCHE BANK NY 09/31 VAR (DEUTSCHE BANK AG/NEW YORK BRANCH) | Long | Debt | DE | $2M | – | 0.34 |
| DEUTSCHE BANK REPO REPO | Long | Repurchase agreement | US | $23M | – | 4.53 |
| DISCOVER BANK SR UNSECURED 09/28 4.65 (DISCOVER BANK/GREENWOOD BRANCH) | Long | Debt | US | $1M | – | 0.29 |
| DJIA MINI E-CBOT SEP24 XCBT 20240920 | Derivative-equity | US | $-298K | – | -0.06 | |
| DOW INC COMMON STOCK USD.01 | Long | Equity-common | US | $253K | 5K | 0.05 |
| DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 1 A2 (DRIVE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $2M | – | 0.36 |
| DT AUTO OWNER TRUST DTAOT 2023 3A A 144A (DT AUTO OWNER TRUST 2023-3A) | Long | ABS-other | US | $2M | – | 0.31 |
| EDISON INTERNATIONAL SR UNSECURED 06/27 5.75 | Long | Debt | US | $547K | – | 0.11 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A (ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| ENTERGY CORP (ENTERGY CORPORATION) | Long | Debt | US | $249K | – | 0.05 |
| EQUINIX INC SR UNSECURED 03/28 1.55 | Long | Debt | US | $612K | – | 0.12 |
| EURO STOXX 50 SEP24 XEUR 20240920 | Derivative-equity | DE | $33K | – | 0.01 | |
| EURO-BUND FUTURE SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-27K | – | -0.01 | |
| EURO-BUXL 30Y BND SEP24 XEUR 20240906 | Derivative-interest rate | DE | $-20K | – | -0.00 | |
| EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS (EUROHOME UK MORTGAGES 2007-1 A) | Long | ABS-mortgage backed security | GB | $87K | – | 0.02 |
| EVERSOURCE ENERGY SR UNSECURED 04/31 5.85 | Long | Debt | US | $1M | – | 0.27 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 1A A2 (EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $749K | – | 0.14 |
| FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75 (FAIRFAX FINANCIAL HOLDINGS LIMITED) | Long | Debt | CA | $618K | – | 0.12 |
| FANNIE MAE FNR 2006 115 ES (FANNIE MAE 2006-115) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FANNIE MAE FNR 2006 16 SM (FANNIE MAE 2006-16) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FANNIE MAE FNR 2011 17 KS (FANNIE MAE REMICS 2011-17) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FED HM LN PC POOL G18659 FG 09/32 FIXED 3 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FED HM LN PC POOL Q53756 FG 01/48 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $652K | – | 0.13 |
| FED HM LN PC POOL V85233 FG 03/49 FIXED 4 (FHLMC PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $342K | – | 0.07 |
| FIFTH THIRD AUTO TRUST FITAT 2023 1 A2A (FIFTH THIRD AUTO TRUST 2023-1) | Long | ABS-other | US | $682K | – | 0.13 |
| FIXED INC CLEARING CORP.REPO | Long | Repurchase agreement | US | $908K | – | 0.18 |
| FNMA POOL AJ7522 FN 01/27 FIXED 3 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| FNMA POOL AS5068 FN 06/45 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA POOL BM5807 FN 04/48 FIXED VAR (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FNMA POOL MA3305 FN 03/48 FIXED 3.5 (FNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $5M | – | 1.02 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $13M | – | 2.61 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $23M | – | 4.41 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $27M | – | 5.13 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $29M | – | 5.53 |
| FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE (UMBS PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $17M | – | 3.33 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $600K | – | 0.12 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $399K | – | 0.08 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $195K | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $375K | – | 0.07 |
| FORTRESS CBO INVESTMENTS LTD FORT 2022 FL3 A 144A (FORT CRE 2022-FL3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.50 |
| FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2023 2 A2 144A (FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2023-2) | Long | ABS-other | US | $1M | – | 0.22 |
| FREDDIE MAC FHR 3136 NS (FREDDIE MAC-3136) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC FHR 3181 PS (FREDDIE MAC 3181) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FREMONT HOME LOAN TRUST FHLT 2005 E 2A4 (FREMONT HOME LOAN TRUST 2005-E) | Long | ABS-mortgage backed security | US | $339K | – | 0.07 |
| FTSE 100 IDX FUT SEP24 IFLL 20240920 | Derivative-equity | GB | $-839.36 | – | -0.00 | |
| FWD SECURITIZATION TRUST FWD 2020 INV1 A1 144A (FWD SECURITIZATION TRUST 2020-INV1) | Long | ABS-mortgage backed security | US | $410K | – | 0.08 |
| GALAXY CLO LTD GALXY 2013 15A ARR 144A (GALAXY XV CLO LTD 2013-15A) | Long | ABS-collateralized bond/debt obligation | KY | $591K | – | 0.11 |
| GECU AUTO RECEIVABLES TRUST GECU 2023 1A A2 144A (GECU AUTO RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.24 |
| GLOBAL PMTS INC 07/24 ZCP (GLOBAL PAYMENTS INC) | Long | Debt | US | $249K | – | 0.05 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 2A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A) | Long | ABS-other | US | $1M | – | 0.21 |
| GLS AUTO RECEIVABLES TRUST GCAR 2023 3A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2023-3A) | Long | ABS-other | US | $805K | – | 0.16 |
| GLS AUTO RECEIVABLES TRUST GCAR 2024 1A A2 144A (GLS AUTO RECEIVABLES ISSUER TRUST 2024-1A) | Long | ABS-other | US | $2M | – | 0.48 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A2 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $2M | – | 0.38 |
| GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A (GLS AUTO SELECT RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.19 |
| GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $895K | – | 0.17 |
| GNMA II POOL MA2391 G2 11/44 FLOATING VAR (GNMA PASS THRU POOLS) | Long | ABS-mortgage backed security | US | $247K | – | 0.05 |
| GOLDENTREE LOAN MANAGEMENT EUR GLME 3A AR 144A (GOLDENTREE LOAN MANAGEMENT EUR CLO 3 DAC 3A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 1.98 |
| GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | Long | Equity-common | US | $2M | 5K | 0.42 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR | Long | Debt | US | $409K | – | 0.08 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR | Long | Debt | US | $1M | – | 0.27 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $2M | – | 0.45 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR | Long | Debt | US | $502K | – | 0.10 |
| GOLDMAN SACHS GROUP INC SR UNSECURED 09/25 VAR | Long | Debt | US | $596K | – | 0.12 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09) | Long | ABS-mortgage backed security | US | $771K | – | 0.15 |
| GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A (GS MORTGAGE SECURITIES CORP II 2022-GTWY) | Long | ABS-mortgage backed security | US | $3M | – | 0.58 |
| GSAA HOME EQUITY TRUST GSAA 2006 9 A2 (GSAA HOME EQUITY TRUST 2006-9) | Long | ABS-mortgage backed security | US | $114K | – | 0.02 |
| GSAMP TRUST GSAMP 2007 NC1 A1 (GSAMP TRUST 2007-NC1) | Long | ABS-mortgage backed security | US | $850K | – | 0.16 |
| GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1 (GSR MTGE LOAN TRUST 2003-2F) | Long | ABS-mortgage backed security | US | $449.14 | – | 0.00 |
| GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1 (GSR MORTGAGE LOAN TRUST 2005-AR7) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| HALSEYPOINT CLO II, LTD. HLSY 2020 2A A2 144A (HALSEYPOINT CLO 2 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.12 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A (HARBORVIEW MORTGAGE LOAN TR 2006-12) | Long | ABS-mortgage backed security | US | $358K | – | 0.07 |
| HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 2A1 (HARBORVIEW MORTGAGE LOAN TRUST 2007-4) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| HARVEST CLO HARVT 16A ARR 144A (HARVEST CLO XVI DAC 16A) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.20 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2021 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2021-1A) | Long | ABS-other | US | $3M | – | 0.61 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 1A A 144A (HERTZ VEHICLE FINANCING LLC 2022-1A) | Long | ABS-other | US | $583K | – | 0.11 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A (HERTZ VEHICLE FINANCING III LLC 2023-1A) | Long | ABS-other | US | $300K | – | 0.06 |
| HOME DEPOT INC COMMON STOCK USD.05 | Long | Equity-common | US | $2M | 5K | 0.32 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 | Long | Equity-common | US | $1M | 5K | 0.20 |
| HSBC HOLDINGS PLC SR UNSECURED 03/26 VAR | Long | Debt | GB | $3M | – | 0.61 |
| HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR | Long | Debt | GB | $519K | – | 0.10 |
| HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR | Long | Debt | GB | $393K | – | 0.08 |
| HSI ASSET SECURITIZATION CORPO HASC 2006 HE2 2A2 (HSI ASSET SEC CORP TRUST 2006-HE2) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.27 |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3 (HYUNDAI AUTO RECEIVABLES TRUST 2024-A) | Long | ABS-other | US | $1M | – | 0.27 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR | Long | Debt | US | $2M | – | 0.31 |
| IHO VERWALTUNGS GMBH SR SECURED 144A 05/29 6.375 (SCHAEFFLER GMBH (IHO VERWALTUNGS GMBH)) | Long | Debt | DE | $1M | – | 0.21 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $3M | – | 0.50 |
| IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5 (IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)) | Long | Debt | GB | $192K | – | 0.04 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 16IP A1 (INDYMAC INDX MORTGAGE LOAN TR 2005-16IP) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A (INDYMAC INDX MTGE LOAN TRUST 2005-AR12) | Long | ABS-mortgage backed security | US | $860.82 | – | 0.00 |
| INDYMAC RESIDENTIAL ASSET BACK INABS 2006 E 2A4 (INDYMAC RESIDENTIAL ASSET BACKED 2006-E) | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| INEOS FINANCE PLC SR SECURED REGS 11/25 2.125 | Long | Debt | GB | $2M | – | 0.33 |
| INTEL CORP COMMON STOCK USD.001 (INTEL CORPORATION) | Long | Equity-common | US | $148K | 5K | 0.03 |
| INTEL CORPORATION | Long | Debt | US | $948K | – | 0.18 |
| INTEL CORPORATION 07/24 ZCP | Long | Debt | US | $449K | – | 0.09 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $250K | – | 0.05 |
| INTERCONTINENTAL EXCHANGE (INTERCONTINENTAL EXCHANGE INC) | Long | Debt | US | $249K | – | 0.05 |
| INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 (INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)) | Long | Equity-common | US | $825K | 5K | 0.16 |
| IRS AUD 4.50000 09/20/23-10Y LCH | Derivative-interest rate | AU | $43K | – | 0.01 | |
| IRS EUR 2.50000 09/18/24-30Y LCH | Derivative-interest rate | $3K | – | 0.00 | ||
| IRS EUR 2.65000 01/08/24-10Y LCH | Derivative-interest rate | $9K | – | 0.00 | ||
| IRS EUR 2.67000 04/03/24-10Y LCH | Derivative-interest rate | $3K | – | 0.00 | ||
| IRS EUR 2.75000 03/05/24-10Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.75000 09/18/24-10Y LCH | Derivative-interest rate | $-38K | – | -0.01 | ||
| IRS EUR 2.76000 01/03/24-5Y LCH | Derivative-interest rate | $4K | – | 0.00 | ||
| IRS EUR 2.76000 03/04/24-10Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.77000 04/16/24-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.77000 04/29/24-10Y LCH | Derivative-interest rate | $-2K | – | -0.00 | ||
| IRS EUR 2.78000 05/02/24-5Y LCH | Derivative-interest rate | $-3K | – | -0.00 | ||
| IRS EUR 2.81800 06/26/24-5Y LCH | Derivative-interest rate | $974.13 | – | 0.00 | ||
| IRS EUR 2.82700 05/06/24-5Y LCH | Derivative-interest rate | $-1K | – | -0.00 | ||
| IRS EUR 2.86000 04/24/24-5Y LCH | Derivative-interest rate | $-938.91 | – | -0.00 | ||
| IRS EUR 2.88000 12/19/23-5Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.89000 12/22/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 2.91000 12/29/23-10Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 2.92000 12/13/23-5Y LCH | Derivative-interest rate | $-10K | – | -0.00 | ||
| IRS EUR 2.95000 06/12/24-5Y LCH | Derivative-interest rate | $975.33 | – | 0.00 | ||
| IRS EUR 2.95000 12/29/23-5Y LCH | Derivative-interest rate | $-4K | – | -0.00 | ||
| IRS EUR 2.97000 12/15/23-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 2.99000 12/08/23-10Y LCH | Derivative-interest rate | $-12K | – | -0.00 | ||
| IRS EUR 3.06300 12/06/23-10Y LCH | Derivative-interest rate | $-7K | – | -0.00 | ||
| IRS EUR 3.12800 12/04/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 3.14800 11/20/23-10Y LCH | Derivative-interest rate | $-9K | – | -0.00 | ||
| IRS EUR 3.17900 11/29/23-5Y LCH | Derivative-interest rate | $-14K | – | -0.00 | ||
| IRS EUR 3.25000 11/06/23-10Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 3.25500 11/22/23-5Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.27000 08/21/23-10Y LCH | Derivative-interest rate | $21K | – | 0.00 | ||
| IRS EUR 3.27000 11/08/23-5Y LCH | Derivative-interest rate | $-16K | – | -0.00 | ||
| IRS EUR 3.28000 11/22/23-10Y LCH | Derivative-interest rate | $-11K | – | -0.00 | ||
| IRS EUR 3.30000 10/03/23-10Y LCH | Derivative-interest rate | $58K | – | 0.01 | ||
| IRS EUR 3.30500 11/27/23-10Y LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| IRS EUR 3.37000 10/09/23-5Y LCH | Derivative-interest rate | $18K | – | 0.00 | ||
| IRS EUR 3.45000 10/20/23-5Y LCH | Derivative-interest rate | $25K | – | 0.00 | ||
| JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6 (JACKSON NATIONAL LIFE GLOBAL FUNDING) | Long | Debt | US | $1M | – | 0.23 |
| JOHNSON + JOHNSON COMMON STOCK USD1.0 (JOHNSON & JOHNSON COMPANY) | Long | Equity-common | US | $697K | 5K | 0.13 |
| JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11 (JPMORGAN CHASE BANK NA) | Long | Debt | US | $2M | – | 0.41 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 A 144A (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8) | Long | ABS-mortgage backed security | US | $675K | – | 0.13 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A (JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T) | Long | ABS-mortgage backed security | US | $3M | – | 0.56 |
| JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4 (JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1 (JP MORGAN MORTGAGE TRUST 2007-A2) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JP MORGAN CHASE & CO) | Long | Equity-common | US | $965K | 5K | 0.19 |
| JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $398K | – | 0.08 |
| JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $373K | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $193K | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $560K | – | 0.11 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR (JP MORGAN CHASE & CO) | Long | Debt | US | $611K | – | 0.12 |
| KEURIG DR PEPPER (KEURIG DR PEPPER INC) | Long | Debt | US | $698K | – | 0.14 |
| KKR FINANCIAL CLO LTD KKR 9 AR2 144A (KKR CLO 9 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $395K | – | 0.08 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $299K | – | 0.06 |
| L3HARRIS TECHNOLOGIES INC 07/24 ZCP (L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)) | Long | Debt | US | $249K | – | 0.05 |
| LAURELIN BV LAUR 2016 1A ARR 144A (LAURELIN 2016-1 DAC 16-1A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.32 |
| LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL2 A 144A (LEGACY MORTGAGE ASSET TRUST 2021-SL2) | Long | ABS-mortgage backed security | US | $698K | – | 0.14 |
| LEHMAN XS TRUST LXS 2006 18N A3 (LEHMAN XS TRUST 2006-18N) | Long | ABS-mortgage backed security | US | $648K | – | 0.13 |
| LEHMAN XS TRUST LXS 2007 15N 2A1 (LEHMAN XS TRUST 2007-15N) | Long | ABS-mortgage backed security | US | $416K | – | 0.08 |
| LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A (LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2) | Long | ABS-other | US | $761K | – | 0.15 |
| LETRA TESOURO NACIONAL BILLS 04/25 0.00000 (BRAZIL GOVT) | Long | Debt | BR | $2M | – | 0.45 |
| LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5 (LONG BEACH MORTGAGE LOAN TR 2005-2) | Long | ABS-mortgage backed security | US | $483K | – | 0.09 |
| LUMINENT MORTGAGE TRUST LUM 2006 3 22A1 (LUMINENT MORTGAGE TRUST 2006-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A1 144A (M&T BANK AUTO RECEIVABLES TRUST 2024-1A) | Long | ABS-other | US | $83K | – | 0.02 |
| MAN GLG EURO CLO GLGE 3A AR 144A (GLG EURO CLO III DAC A) | Long | ABS-collateralized bond/debt obligation | IE | $206K | – | 0.04 |
| MAN GLG EURO CLO GLGE 6A B1R 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.47 |
| MAN GLG EURO CLO GLGE 6A B2R 144A (MAN GLG EURO 6A) | Long | ABS-collateralized bond/debt obligation | IE | $979K | – | 0.19 |
| MARLETTE FUNDING TRUST MFT 2022 3A A 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $7K | – | 0.00 |
| MARLETTE FUNDING TRUST MFT 2022 3A B 144A (MARLETTE FUNDING TRUST 2022-3A) | Long | ABS-other | US | $998K | – | 0.19 |
| MARLETTE FUNDING TRUST MFT 2023 1A A 144A (MARLETTE FUNDING TRUST 2023-1A) | Long | ABS-other | US | $511K | – | 0.10 |
| MARRIOTT INTERNATION (MARRIOTT INTERNATIONAL INC) | Long | Debt | US | $248K | – | 0.05 |
| MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A (MASTER CREDIT CARD TRUST II 2023-2A) | Long | ABS-mortgage backed security | CA | $3M | – | 0.60 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2003 4 B1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2003-4) | Long | ABS-mortgage backed security | US | $331K | – | 0.06 |
| MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1 (MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5 (MASTR ASSET BACKED SEC TR 2006-FRE2) | Long | ABS-mortgage backed security | US | $230K | – | 0.04 |
| MASTR ASSET BACKED SECURITIES MABS 2006 NC3 A4 (MASTR ASSET BACKED SEC TR 2006-NC3) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| MCDONALD S CORP COMMON STOCK USD.01 (MCDONALDS CORPORATION) | Long | Equity-common | US | $1M | 5K | 0.24 |
| MERCK + CO. INC. COMMON STOCK USD.5 (MERCK & CO INC) | Long | Equity-common | US | $591K | 5K | 0.11 |
| MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3B (MERRILL LYNCH ALTERNATIVE NT 2007-A2) | Long | ABS-mortgage backed security | US | $949K | – | 0.18 |
| MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1 (MERRILL LYNCH MORTGAGE BACKED SEC 2007-1) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A (MERRILL LYNCH MORTGAGE INVESTORS 2003-A3) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| MEXICAN UDIBONOS BONDS 11/28 4 (MEXICO GOVT) | Long | Debt | MX | $264K | – | 0.05 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 (MEXICO GOVT) | Long | Debt | MX | $771K | – | 0.15 |
| MEXICAN UDIBONOS BONDS 12/26 3 (MEXICO GOVT) | Long | Debt | MX | $82K | – | 0.02 |
| MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A (MF1 2022-FL8 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.55 |
| MFRA TRUST MFRA 2023 INV2 A1 144A (MFA 2023-INV2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| MFRA TRUST MFRA 2023 NQM2 A1 144A (MFA 2023-NQM2 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (MICROSOFT CORPORATION) | Long | Equity-common | US | $2M | 5K | 0.41 |
| MIZUHO FINANCIAL GROUP SR UNSECURED 144A 04/26 3.477 (MIZUHO FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.31 |
| MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A (MLCC MORTGAGE INVESTORS INC 2005-3) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882 | Long | Debt | US | $1M | – | 0.25 |
| MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2C (MORGAN STANLEY ABS CAPITAL I 2006-HE5) | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A2C (MORGAN STANLEY ABS CAPITAL I 2007-HE2) | Long | ABS-mortgage backed security | US | $968K | – | 0.19 |
| MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A1 144A (MORGAN STANLEY ABS CAPITAL I 2007-NC2) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A2 (MORGAN STANLEY HOME EQUITY LN 2007-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3 (MORGAN STANLEY MTGE LN TR 2007-7AX) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 03/27 VAR | Long | Debt | US | $537K | – | 0.10 |
| MORGAN STANLEY SR UNSECURED 04/26 VAR | Long | Debt | US | $874K | – | 0.17 |
| MORGAN STANLEY SR UNSECURED 04/30 VAR | Long | Debt | US | $102K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 07/27 VAR | Long | Debt | US | $1M | – | 0.21 |
| MOUNTAIN VIEW CLO MVEW 2017 1A AR 144A (MOUNTAIN VIEW CLO LLC 2017-1A) | Long | ABS-collateralized bond/debt obligation | KY | $507K | – | 0.10 |
| MPLX LP SR UNSECURED 08/30 2.65 | Long | Debt | US | $690K | – | 0.13 |
| MSDB TRUST MSDB 2017 712F A 144A (MSDB TRUST 2017-712F) | Long | ABS-mortgage backed security | US | $4M | – | 0.69 |
| NAKILAT INC SR SECURED REGS 12/33 6.067 | Long | Debt | MH | $784K | – | 0.15 |
| NDDUWXUS TRS EQUITY FEDL01+0 GST | Derivative-equity | US | $72K | – | 0.01 | |
| NDDUWXUS TRS EQUITY FEDL01+14 CBK | Derivative-equity | US | $510K | – | 0.10 | |
| NDDUWXUS TRS EQUITY FEDL01+2.5 BPS | Derivative-equity | US | $80K | – | 0.02 | |
| NDDUWXUS TRS EQUITY FEDL01+8 JPM | Derivative-equity | US | $3M | – | 0.51 | |
| NDUEEGF TRS EQUITY FEDL01+0 MEI | Derivative-equity | US | $-3K | – | -0.00 | |
| NDUEEGF TRS EQUITY FEDL01+10 BRC | Derivative-equity | US | $-70K | – | -0.01 | |
| NDUEEGF TRS EQUITY FEDL01+18 ULO | Derivative-equity | US | $-1M | – | -0.21 | |
| NDUEEGF TRS EQUITY FEDL01+24 MBC | Derivative-equity | US | $-988K | – | -0.19 | |
| NELNET STUDENT LOAN TRUST NSLT 2021 CA AFL 144A (NELNET STUDENT LOAN TRUST 2021-CA) | Long | ABS-other | US | $1M | – | 0.23 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $227K | – | 0.04 |
| NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A (NELNET STUDENT LOAN TRUST 2023-AA) | Long | ABS-other | US | $227K | – | 0.04 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A) | Long | ABS-mortgage backed security | US | $315K | – | 0.06 |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A (NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1) | Long | ABS-mortgage backed security | US | $2M | – | 0.48 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $349K | – | 0.07 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $299K | – | 0.06 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.05 |
| NEXTERA ENERGY CAP HLDGS INC (NEXTERA ENERGY CAPITAL HOLDINGS INC) | Long | Debt | US | $250K | – | 0.05 |
| NIKE INC CL B COMMON STOCK | Long | Equity-common | US | $360K | 5K | 0.07 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $1M | – | 0.28 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $2M | – | 0.33 |
| NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81 (NISSAN MOTOR CO LTD) | Long | Debt | JP | $744K | – | 0.14 |
| NOMURA HOLDINGS INC NOMURA HOLDINGS INC | Long | Debt | JP | $199K | – | 0.04 |
| NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4 (NOMURA HOME EQUITY LOAN INC 2006-AF1) | Long | ABS-mortgage backed security | US | $312K | – | 0.06 |
| NORDEA KREDIT REALKREDIT COVERED 10/53 1.5 (NORDEA KREDIT REALKREDITAKTIESELSKAB) | Long | Debt | DK | $634K | – | 0.12 |
| NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2C (NOVASTAR HOME EQUITY LOAN 2006-3) | Long | ABS-mortgage backed security | US | $816K | – | 0.16 |
| NYKREDIT REALKREDIT AS COVERED REGS 04/25 1 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2M | – | 0.41 |
| NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5 (NYKREDIT REALKREDIT A/S) | Long | Debt | DK | $2M | – | 0.31 |
| OCTANE RECEIVABLES TRUST OCTL 2023 1A A 144A (OCTANE RECEIVABLES TRUST 2023-1A) | Long | ABS-other | US | $1M | – | 0.26 |
| OIS CAD CAONREPO/4.17700 03/20/24-2Y LCH | Derivative-interest rate | CA | $-6K | – | -0.00 | |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM3 A1 144A (OBX 2023-NQM3 TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM4 A1 144A (OBX 2023-NQM4 TRUST) | Long | ABS-mortgage backed security | US | $920K | – | 0.18 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM5 A1A 144A (OBX 2023-NQM5 TRUST) | Long | ABS-mortgage backed security | US | $905K | – | 0.18 |
| ONSLOW BAY FINANCIAL LLC OBX 2023 NQM8 A1 144A (OBX 2023-NQM8 TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.48 |
| OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2005 5 M1 (OWNIT MORTGAGE LN ASSET-BCK CERT 2005-5) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $457K | – | 0.09 |
| PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55 (PACIFIC GAS AND ELECTRIC CO) | Long | Debt | US | $759K | – | 0.15 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 1 A 144A (PAGAYA AI DEBT SELECTION TRUST 2022-1) | Long | ABS-other | US | $191K | – | 0.04 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 2 A 144A (PAGAYA AI DEBT TRUST 2022-2) | Long | ABS-other | US | $144K | – | 0.03 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2022 3 A 144A (PAGAYA AI DEBT TRUST 2022-3) | Long | ABS-other | US | $699K | – | 0.14 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 3 A 144A (PAGAYA AI DEBT TRUST 2023-3) | Long | ABS-other | US | $383K | – | 0.07 |
| PAGAYA AI DEBT SELECTION TRUST PAID 2023 6 A 144A (PAGAYA AI DEBT TRUST 2023-6) | Long | ABS-other | US | $193K | – | 0.04 |
| PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A (PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.51 |
| PARK PLACE SECURITIES INC PPSI 2004 WCW2 M5 (PARK PLACE SECURITIES INC 2004-WCW2) | Long | ABS-mortgage backed security | US | $971K | – | 0.19 |
| PENSKE TRUCK LEASING CO LP / P 07/24 ZCP | Long | Debt | US | $3M | – | 0.49 |
| PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 4.65 (PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)) | Long | Debt | IE | $736K | – | 0.14 |
| PFP III PFP 2022 9 A 144A (PFP 2022-9 LTD A) | Long | ABS-mortgage backed security | KY | $2M | – | 0.47 |
| PHH ALTERNATIVE MORTGAGE TRUST PHHAM 2007 1 1A1 (PHH ALTERNATIVE MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $962K | – | 0.19 |
| PIMCO PRV SHORT TERM FLT III MUTUAL FUND (PIMCO FUNDS) | Long | Short-term investment vehicle | US | $29M | – | 5.53 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 NPL3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS I 2021-NPL3 LLC) | Long | ABS-mortgage backed security | US | $663K | – | 0.13 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN2) | Long | ABS-mortgage backed security | US | $583K | – | 0.11 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3) | Long | ABS-mortgage backed security | US | $2M | – | 0.36 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL2 A1 144A (PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL2) | Long | ABS-mortgage backed security | US | $824K | – | 0.16 |
| PROCTER + GAMBLE CO/THE COMMON STOCK (PROCTER & GAMBLE COMPANY) | Long | Equity-common | US | $787K | 5K | 0.15 |
| PRP ADVISORS, LLC PRPM 2023 RCF1 A1 144A (PRPM 2023-RCF1 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| RALVEIET TRS EQUITY FEDL01+120 JPM | Derivative-equity | US | $385K | – | 0.07 | |
| RALVEIET TRS EQUITY FEDL01+90 BRC | Derivative-equity | US | $2M | – | 0.42 | |
| RALVEIIT TRS EQUITY FEDL01+71.5 MBC | Derivative-equity | US | $-3M | – | -0.52 | |
| RALVEIIT TRS EQUITY FEDL01+71.5 MYI | Derivative-equity | US | $-46K | – | -0.01 | |
| RALVEIIT TRS EQUITY FEDL01+72 MYI | Derivative-equity | US | $-4M | – | -0.74 | |
| RALVEIIT TRS EQUITY FEDL01+73 MYI | Derivative-equity | US | $-715K | – | -0.14 | |
| RALVEIIT TRS EQUITY FEDL01+83 MYI | Derivative-equity | US | $-21K | – | -0.00 | |
| RALVEIUT TRS EQUITY FEDL01+42 CBK | Derivative-equity | US | $549K | – | 0.11 | |
| RALVEIUT TRS EQUITY FEDL01+44 RBC | Derivative-equity | US | $301K | – | 0.06 | |
| RALVEIUT TRS EQUITY FEDL01+46 MYI | Derivative-equity | US | $907K | – | 0.18 | |
| REACH FINANCIAL LLC REACH 2023 1A A 144A (LIBERTY LENDING ABS TRUST 2023-1A) | Long | ABS-other | US | $187K | – | 0.04 |
| READYCAP COMMERCIAL MORTGAGE T RCMT 2022 FL10 A 144A (READY CAPITAL MORTGAGE FINANCING 2022-FL10 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.45 |
| REALKREDIT DANMARK COVERED REGS 04/25 1 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $2M | – | 0.47 |
| REALKREDIT DANMARK COVERED REGS 10/53 1.5 (REALKREDIT DANMARK A/S) | Long | Debt | DK | $983K | – | 0.19 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A) | Long | ABS-other | US | $370K | – | 0.07 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 2022-3A) | Long | ABS-other | US | $800K | – | 0.15 |
| RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC) | Long | ABS-other | US | $415K | – | 0.08 |
| RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QA1 A3 (RESIDENTIAL ACCREDIT LOANS 2007-QA1) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC6 M3 (RESIDENTIAL ASSET MTGE PROD 2005-EFC6) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| RFR GBP SONIO/3.70000 03/28/24-10Y LCH | Derivative-interest rate | GB | $2K | – | 0.00 | |
| RFR GBP SONIO/4.32000 10/20/23-10Y LCH | Derivative-interest rate | GB | $7K | – | 0.00 | |
| RFR JPY MUTK/1.00000 03/21/24-10Y LCH | Derivative-interest rate | JP | $-6K | – | -0.00 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME | Derivative-interest rate | US | $2M | – | 0.39 | |
| RFR USD SOFR/1.75000 06/15/22-30Y CME | Derivative-interest rate | US | $311K | – | 0.06 | |
| RFR USD SOFR/2.75000 06/21/23-30Y CME | Derivative-interest rate | US | $536K | – | 0.10 | |
| RFR USD SOFR/3.00000 06/21/23-10Y CME | Derivative-interest rate | US | $4M | – | 0.70 | |
| RFR USD SOFR/3.00000 06/21/23-7Y CME | Derivative-interest rate | US | $887K | – | 0.17 | |
| RFR USD SOFR/3.25000 06/21/23-5Y CME | Derivative-interest rate | US | $739K | – | 0.14 | |
| RFR USD SOFR/3.50000 12/20/23-10Y CME | Derivative-interest rate | US | $125K | – | 0.02 | |
| RFR USD SOFR/3.50000 12/20/23-7Y CME | Derivative-interest rate | US | $963K | – | 0.19 | |
| RFR USD SOFR/3.64960 03/01/24-4Y* LCH | Derivative-interest rate | US | $29K | – | 0.01 | |
| RFR USD SOFR/3.65543 03/01/24-4Y* LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-10Y CME | Derivative-interest rate | US | $404K | – | 0.08 | |
| RFR USD SOFR/3.75000 06/20/24-4Y CME | Derivative-interest rate | US | $564K | – | 0.11 | |
| RFR USD SOFR/3.75000 06/20/24-5Y CME | Derivative-interest rate | US | $164K | – | 0.03 | |
| RFR USD SOFR/3.75000 06/21/23-2Y CME | Derivative-interest rate | US | $517K | – | 0.10 | |
| RFR USD SOFR/3.75000 12/20/23-5Y CME | Derivative-interest rate | US | $84K | – | 0.02 | |
| RFR USD SOFR/3.90000 04/10/24-10Y LCH | Derivative-interest rate | US | $-3K | – | -0.00 | |
| RFR USD SOFR/3.90000 04/15/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/3.95000 04/16/24-10Y LCH | Derivative-interest rate | US | $-2K | – | -0.00 | |
| RFR USD SOFR/4.00000 03/20/24-2Y LCH | Derivative-interest rate | US | $244K | – | 0.05 | |
| RFR USD SOFR/4.00000 06/20/24-2Y CME | Derivative-interest rate | US | $414K | – | 0.08 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH | Derivative-interest rate | US | $1K | – | 0.00 | |
| RFR USD SOFR/4.08000 04/17/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.08000 06/05/24-10Y LCH | Derivative-interest rate | US | $-5K | – | -0.00 | |
| RFR USD SOFR/4.08500 04/22/24-10Y LCH | Derivative-interest rate | US | $4K | – | 0.00 | |
| RFR USD SOFR/4.09000 04/30/24-10Y LCH | Derivative-interest rate | US | $13K | – | 0.00 | |
| RFR USD SOFR/4.10500 04/24/24-10Y LCH | Derivative-interest rate | US | $8K | – | 0.00 | |
| RFR USD SOFR/4.13000 05/03/24-10Y LCH | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.15000 04/22/24-10Y LCH | Derivative-interest rate | US | $7K | – | 0.00 | |
| RFR USD SOFR/4.20000 05/06/24-10Y LCH | Derivative-interest rate | US | $9K | – | 0.00 | |
| RFR USD SOFR/4.25000 12/20/23-2Y CME | Derivative-interest rate | US | $-63K | – | -0.01 | |
| RFRF USD SF+26.161/1.2* 9/16/23-28Y* CME | Derivative-interest rate | US | $6M | – | 1.20 | |
| ROYAL BANK OF CANADA SR UNSECURED 01/27 4.875 | Long | Debt | CA | $1M | – | 0.27 |
| S+P500 EMINI FUT SEP24 XCME 20240920 | Derivative-equity | US | $53K | – | 0.01 | |
| SALESFORCE INC COMMON STOCK USD.001 | Long | Equity-common | US | $1M | 5K | 0.24 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 3 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3) | Long | ABS-other | US | $879K | – | 0.17 |
| SANTANDER DRIVE AUTO RECEIVABL SDART 2023 4 A2 (SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4) | Long | ABS-other | US | $2M | – | 0.33 |
| SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M3 (SEC ASSET BACKED REC LLC 2005-OP2) | Long | ABS-mortgage backed security | US | $2M | – | 0.42 |
| SEGOVIA EUROPEAN CLO 6 2019 SEGOV 2019 6A AR 144A (SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.44 |
| SEQUOIA MORTGAGE TRUST SEMT 2005 2 A2 (SEQUOIA MORTGAGE TRUST 2005-2) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1 (SEQUOIA MORTGAGE TRUST 2007-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A2 144A (SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A) | Long | ABS-other | US | $609K | – | 0.12 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $2M | – | 0.31 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT1 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-A) | Long | ABS-other | US | $1M | – | 0.26 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A (SMB PRIVATE EDUCATION LOAN TRUST 2021-D) | Long | ABS-other | US | $696K | – | 0.13 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A APT 144A (SMB PRIVATE EDUCATION LOAN TRUST 2022-A) | Long | ABS-other | US | $773K | – | 0.15 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A (SMB PRIVATE EDUCATION LOAN TRUST 2023-C) | Long | ABS-other | US | $438K | – | 0.08 |
| SO. CALIF EDISON (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $249K | – | 0.05 |
| SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A (SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A) | Long | ABS-other | US | $1M | – | 0.20 |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240702 | Derivative-foreign exchange | AU | $-9K | – | -0.00 | |
| SOLD AUD BOUGHT USD 20240802 | Derivative-foreign exchange | AU | $-8K | – | -0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $180K | – | 0.03 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $96K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $87K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $48K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $47K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $38K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $29K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $20K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $14K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240702 | Derivative-foreign exchange | BR | $9K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $94K | – | 0.02 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $32K | – | 0.01 | |
| SOLD BRL BOUGHT USD 20240802 | Derivative-foreign exchange | BR | $894.37 | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $22K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $16K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $16K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $13K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $10K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $8K | – | 0.00 | |
| SOLD BRL BOUGHT USD 20250402 | Derivative-foreign exchange | BR | $1K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| SOLD CAD BOUGHT USD 20240702 | Derivative-foreign exchange | CA | $-7.69 | – | -0.00 | |
| SOLD CAD BOUGHT USD 20240802 | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $3K | – | 0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-87.91 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-846.78 | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-3K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-4K | – | -0.00 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-43K | – | -0.01 | |
| SOLD CHF BOUGHT USD 20240702 | Derivative-foreign exchange | CH | $-204K | – | -0.04 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $48K | – | 0.01 | |
| SOLD CHF BOUGHT USD 20240802 | Derivative-foreign exchange | CH | $30.99 | – | 0.00 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $64K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $60K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $34K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20240920 | Derivative-foreign exchange | CN | $11K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $44K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $39K | – | 0.01 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $25K | – | 0.00 | |
| SOLD CNH BOUGHT USD 20241025 | Derivative-foreign exchange | CN | $12K | – | 0.00 | |
| SOLD CNY BOUGHT USD 20240705 | Derivative-foreign exchange | CN | $52K | – | 0.01 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-912.95 | – | -0.00 | |
| SOLD DKK BOUGHT USD 20240702 | Derivative-foreign exchange | DK | $-2K | – | -0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $20K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $20K | – | 0.00 | |
| SOLD DKK BOUGHT USD 20250401 | Derivative-foreign exchange | DK | $16K | – | 0.00 | |
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $1M | – | 0.25 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| SOLD EUR BOUGHT USD 20240702 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| SOLD EUR BOUGHT USD 20240802 | Derivative-foreign exchange | $33K | – | 0.01 | ||
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $479K | – | 0.09 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $6K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240702 | Derivative-foreign exchange | GB | $3K | – | 0.00 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $142K | – | 0.03 | |
| SOLD GBP BOUGHT USD 20240802 | Derivative-foreign exchange | GB | $-21.46 | – | -0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $5K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $2K | – | 0.00 | |
| SOLD HKD BOUGHT USD 20240719 | Derivative-foreign exchange | HK | $70.23 | – | 0.00 | |
| SOLD IDR BOUGHT USD 20240729 | Derivative-foreign exchange | ID | $-30.15 | – | -0.00 | |
| SOLD INR BOUGHT USD 20240924 | Derivative-foreign exchange | IN | $232.89 | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $2M | – | 0.37 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $24K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240702 | Derivative-foreign exchange | JP | $13K | – | 0.00 | |
| SOLD JPY BOUGHT USD 20240802 | Derivative-foreign exchange | JP | $372K | – | 0.07 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $24.87 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $20.69 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3.57 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240715 | Derivative-foreign exchange | KR | $3.1 | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $16K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $15K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $7K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $6K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $5K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $3K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| SOLD KRW BOUGHT USD 20240722 | Derivative-foreign exchange | KR | $-930.6 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240710 | Derivative-foreign exchange | MX | $28.86 | – | 0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240715 | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-48.58 | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN BOUGHT USD 20240918 | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MYR BOUGHT USD 20240717 | Derivative-foreign exchange | MY | $173.43 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $304.65 | – | 0.00 | |
| SOLD NOK BOUGHT USD 20240702 | Derivative-foreign exchange | NO | $55.16 | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $4K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| SOLD NZD BOUGHT USD 20240702 | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $3K | – | 0.00 | |
| SOLD PLN BOUGHT USD 20240722 | Derivative-foreign exchange | PL | $44.12 | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $16K | – | 0.00 | |
| SOLD SEK BOUGHT USD 20240702 | Derivative-foreign exchange | SE | $1K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $53K | – | 0.01 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $761.58 | – | 0.00 | |
| SOLD SGD BOUGHT USD 20240702 | Derivative-foreign exchange | SG | $-42.06 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-29.33 | – | -0.00 | |
| SOLD SGD BOUGHT USD 20240802 | Derivative-foreign exchange | SG | $-1K | – | -0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $14K | – | 0.00 | |
| SOLD THB BOUGHT USD 20240719 | Derivative-foreign exchange | TH | $-12.83 | – | -0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $42K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $40K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $33K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $31K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $31K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $29K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $26K | – | 0.01 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $21K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $18K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $15K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $14K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $3K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $2K | – | 0.00 | |
| SOLD TWD BOUGHT USD 20240913 | Derivative-foreign exchange | TW | $496.51 | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $3K | – | 0.00 | |
| SOLD ZAR BOUGHT USD 20240719 | Derivative-foreign exchange | ZA | $-4K | – | -0.00 | |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1 (SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1) | Long | ABS-mortgage backed security | US | $317K | – | 0.06 |
| SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 WMC1 3A3 (SOUNDVIEW HOME EQUITY LOAN TR 2007-WMC1) | Long | ABS-mortgage backed security | US | $343K | – | 0.07 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $596K | – | 0.12 |
| SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15 (SOUTHERN CALIFORNIA EDISON COMPANY) | Long | Debt | US | $200K | – | 0.04 |
| SOUTHERN CO GAS CAPITAL COMPANY GUAR 01/31 1.75 (SOUTHERN COMPANY GAS CAPITAL CORPORATION) | Long | Debt | US | $2M | – | 0.30 |
| SPTR TRS EQUITY FEDL01+43 GST | Derivative-equity | US | $-62K | – | -0.01 | |
| SPTR TRS EQUITY FEDL01+45 BOA | Derivative-equity | US | $-748K | – | -0.14 | |
| SPTR TRS EQUITY FEDL01+51 GST | Derivative-equity | US | $-2M | – | -0.32 | |
| SPTR TRS EQUITY FEDL01+54 GST | Derivative-equity | US | $-64K | – | -0.01 | |
| SPTR TRS EQUITY FEDL01+55 MYI | Derivative-equity | US | $-1M | – | -0.21 | |
| SPTR TRS EQUITY FEDL01+57 GST | Derivative-equity | US | $-269K | – | -0.05 | |
| SPTR TRS EQUITY FEDL01+58 BOA | Derivative-equity | US | $-1M | – | -0.20 | |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 AS 144A (STWD 2022-FL3 LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.84 |
| STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A (STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A) | Long | ABS-mortgage backed security | GB | $761K | – | 0.15 |
| STRUCTURED ADJUSTABLE RATE MOR SARM 2005 21 6A3 (STRUCTURED ADJ RATE MTGE LOAN 2005-21) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR6 A1A (STRUCTURED ASSET MTG INV INC 2004-AR6) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04 (SUMITOMO MITSUI FINANCIAL GROUP INC) | Long | Debt | JP | $2M | – | 0.29 |
| T MOBILE USA INC COMPANY GUAR 03/32 2.7 (T-MOBILE USA INC) | Long | Debt | US | $251K | – | 0.05 |
| T MOBILE USA INC COMPANY GUAR 04/29 3.375 (T-MOBILE USA INC) | Long | Debt | US | $462K | – | 0.09 |
| TARGA RES CORP 07/24 ZCP (TARGA RESOURCES CORP) | Long | Debt | US | $2M | – | 0.48 |
| THEOREM FUNDING TRUST THRM 2022 3A A 144A (THEOREM FUNDING TRUST 2022-3A) | Long | ABS-other | US | $850K | – | 0.16 |
| THORNBURG MORTGAGE SECURITIES TMST 2007 3 2A1 (THORNBURG MORTGAGE SECURITIES TR 2007-3) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| TIKEHAU TIKEH 2015 1A ARR 144A (TIKEHAU CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.45 |
| TORO EUROPEAN CLO TCLO 6A AR 144A (TORO EUROPEAN CLO 6 DAC 6A) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 1.88 |
| TOWD POINT MORTGAGE FUNDING TPMF 2019 A13A A1 144A (TOWD POINT MORTGAGE FUNDING 19-A13A) | Long | ABS-mortgage backed security | GB | $4M | – | 0.76 |
| TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A (TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A) | Long | ABS-mortgage backed security | GB | $2M | – | 0.34 |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/24 VAR (TOYOTA MOTOR CREDIT CORPORATION) | Long | Debt | US | $2M | – | 0.29 |
| TRAVELERS COS INC/THE COMMON STOCK (TRAVELERS COMPANIES INC) | Long | Equity-common | US | $970K | 5K | 0.19 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $3M | – | 0.58 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.22 |
| TREASURY BILL 07/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $374K | – | 0.07 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.30 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $904K | – | 0.17 |
| TREASURY BILL 08/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $639K | – | 0.12 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $2M | – | 0.38 |
| TREASURY BILL 09/24 0.00000 (UNITED STATES GOVT) | Long | Debt | US | $579K | – | 0.11 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $846K | – | 0.16 |
| TRINITY SQUARE TRINI 2021 1A AR 144A (TRINITY SQUARE 2021-1 PLC A) | Long | ABS-mortgage backed security | GB | $760K | – | 0.15 |
| TSY INFL IX N/B 01/25 0.25 (UNITED STATES GOVT) | Long | Debt | US | $10M | – | 1.91 |
| TSY INFL IX N/B 01/26 0.625 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.27 |
| TSY INFL IX N/B 04/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $1M | – | 0.27 |
| TSY INFL IX N/B 04/29 2.125 (UNITED STATES GOVT) | Long | Debt | US | $6M | – | 1.16 |
| TSY INFL IX N/B 07/25 0.375 (UNITED STATES GOVT) | Long | Debt | US | $11M | – | 2.10 |
| TSY INFL IX N/B 07/32 0.625 (UNITED STATES GOVT) | Long | Debt | US | $8M | – | 1.50 |
| TSY INFL IX N/B 10/24 0.125 (UNITED STATES GOVT) | Long | Debt | US | $9M | – | 1.66 |
| TSY INFL IX N/B 10/25 0.125 (UNITED STATES GOVT) | Long | Debt | US | $935K | – | 0.18 |
| UBS GROUP AG SR UNSECURED 03/25 3.75 | Long | Debt | CH | $986K | – | 0.19 |
| UBS GROUP AG SR UNSECURED 144A 05/28 4.751 | Long | Debt | CH | $980K | – | 0.19 |
| UNITEDHEALTH GROUP INC COMMON STOCK USD.01 (UNITEDHEALTH GROUP INCORPORATED) | Long | Equity-common | US | $2M | 5K | 0.47 |
| UPSTART SECURITIZATION TRUST UPST 2022 1 A 144A (UPSTART SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $278K | – | 0.05 |
| UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A (UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A) | Long | ABS-other | US | $219K | – | 0.04 |
| US 10YR NOTE (CBT)SEP24 XCBT 20240919 | Derivative-interest rate | US | $262K | – | 0.05 | |
| US 10YR ULTRA FUT SEP24 XCBT 20240919 | Derivative-interest rate | US | $161K | – | 0.03 | |
| US 2YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $174K | – | 0.03 | |
| US 5YR NOTE (CBT) SEP24 XCBT 20240930 | Derivative-interest rate | US | $109K | – | 0.02 | |
| US LONG BOND(CBT) SEP24 XCBT 20240919 | Derivative-interest rate | US | $3K | – | 0.00 | |
| US ULTRA BOND CBT SEP24 XCBT 20240919 | Derivative-interest rate | US | $74K | – | 0.01 | |
| VERIZON COMMUNICATIONS INC COMMON STOCK USD.1 | Long | Equity-common | US | $197K | 5K | 0.04 |
| VERIZON COMMUNICATIONS INC SNR S* ICE | Derivative-credit | US | $2K | – | 0.00 | |
| VEROS AUTO RECEIVABLES TRUST VEROS 2023 1 A 144A (VEROS AUTO RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $1M | – | 0.23 |
| VERUS SECURITIZATION TRUST VERUS 2022 2 A1 144A (VERUS SECURITIZATION TRUST 2022-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| VERUS SECURITIZATION TRUST VERUS 2023 2 A1 144A (VERUS SECURITIZATION TRUST 2023-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A (VERUS SECURITIZATION TRUST 2023-5) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A (VERUS SECURITIZATION TRUST 2023-7) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| VICI PROPERTIES LP SR UNSECURED 04/34 5.75 | Long | Debt | US | $99K | – | 0.02 |
| VISA INC CLASS A SHARES COMMON STOCK USD.0001 | Long | Equity-common | US | $1M | 5K | 0.24 |
| VMC FINANCE LLC VMC 2022 FL5 A 144A (VMC FINANCE 2022-FL5 LLC) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.50 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $496K | – | 0.10 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $250K | – | 0.05 |
| VW CR INC (VW CREDIT INC) | Long | Debt | US | $248K | – | 0.05 |
| VW CR INC 07/24 ZCP (VW CREDIT INC) | Long | Debt | US | $349K | – | 0.07 |
| WALMART INC COMMON STOCK USD.1 | Long | Equity-common | US | $323K | 5K | 0.06 |
| WALT DISNEY CO/THE COMMON STOCK USD.01 (WALT DISNEY COMPANY) | Long | Equity-common | US | $474K | 5K | 0.09 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 1A (WASHINGTON MUTUAL 2006-AR13) | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1 (WASHINGTON MUTUAL 2006-AR16) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A (WASHINGTON MUTUAL 2006-AR17) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1 (WASHINGTON MUTUAL 2006-AR18) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1 (WAMU MTGE P/T CERTIFICATES 2007-HY4) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 1A (WASHINGTON MUTUAL 2007-OA6) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A (WASHINGTON MUTUAL MTGE P/T 2006-AR3) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA3 2A (WASHINGTON MUTUAL MTGE P/T 2007-OA3) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 AR1 1A (WASHINGTON MUTUAL MSC MTG CTFS 2003-AR1) | Long | ABS-mortgage backed security | US | $189.19 | – | 0.00 |
| WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $101K | – | 0.02 |
| WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $192K | – | 0.04 |
| WELLS FARGO + COMPANY SR UNSECURED 10/25 VAR (WELLS FARGO & COMPANY) | Long | Debt | US | $297K | – | 0.06 |
| WELLS FARGO + COMPANY SR UNSECURED REGS 08/30 0.625 (WELLS FARGO & COMPANY) | Long | Debt | US | $1M | – | 0.21 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 3A1 (WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3) | Long | ABS-mortgage backed security | US | $624K | – | 0.12 |
| WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1 (WELLS FARGO ALTERNATIVE LOAN 2007-PA4) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| WELLS FARGO BANK NA SR UNSECURED 08/25 VAR | Long | Debt | US | $1M | – | 0.23 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2014 LC18 ASB (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC18) | Long | ABS-mortgage backed security | US | $438K | – | 0.08 |
| WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2023 3A A2A 144A (WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3A) | Long | ABS-other | US | $1M | – | 0.27 |
| YEN DENOM NIKKEI SEP24 XCME 20240912 | Derivative-equity | US | $138K | – | 0.03 |
Address
PIMCO Funds
650 Newport Center Drive
Newport Beach
California
92660
United States of America
Websites
Directors
Gary F. Kennedy
George E. Borst
Jennifer Holden Dunbar
Kimberley G. Stafford
Kym M. Hubbard
Peter B. McCarthy
Peter G. Strelow
Ronald C. Parker
Transfer Agents
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
Bloomberg Valuation Service
ICE Data Services
IHS Markit
JPMorgan Chase PricingDirect Inc.
Refinitiv US Holdings
Custodians
BNP Paribas Securities Services, FR
BNP Paribas Securities Services, GR
Citibank Europe PLC Portugal Branch
Citibank N.A. Mexico
Citibank, N.A.
Euroclear
Firstrand Bank Limited
HSBC Bank Australia Limited
Hongkong and Shanghai Banking Corp.
Hongkong and Shanghai Banking Corp.
Skandinaviska Enskilda Banken
Skandinaviska Enskilda Banken AB
Standard Chartered Bank (Thai) PCL
State Street Bank London - Crest
State Street Bank and Trust Company
State Street Bank and Trust Company
UBS Switzerland AG
Unicredit Bank Austria AG
Shareholder Servicing Agents
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Pacific Investment Management Company LLC
State Street Bank and Trust Company
Brokers
Bofa Securities, Inc
Merrill Lynch, Pierce, Fenner, & Smith
RBC Capital Markets Corp.